Mid-session IV Report October 31, 2018

Mid-session IV Report October 31, 2018

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: GME EXAS COL EBAY GOGO RHT CC YUM CBS HLF MGM SPOT NXPI TAP AIG EBAY EA

Options with increasing volume: NWSA IMMR MDR CLVS BAX CAT

Apple (AAPL) November weekly call option implied volatility is at 78, November is at 51; compared to its 52-week range of 16 to 41 into the expected report of EPS on after the closing bell on November 1. November weekly $217.50 straddle is priced for a move of 5%. Call put ratio 1.8 calls to 1 put with focus on November weekly 217.50, 220 and 222.50 calls.

Facebook (FB) November weekly call option implied volatility is at 50, November is at 35; compared to its 52-week range of 16 to 41 as shares rally 3.5% after EPS. Call put ratio 1 .5 calls to 1 put with focus on November weekly 155, 157.50, 160 and December 170 calls. November weekly 150 and 155 puts are active.

Amazon (AMZN) November weekly 1595 and 1600 puts are active as shares rally 4.5%. November weekly call option implied volatility is at 53, November is at 52; compared to its 52-week range of 18 to 52. Call put ratio 2.1 calls to 1 put with focus on November weekly 1600 and 1602 calls.

Fitbit (FIT) November weekly call option implied volatility is at 231, November is at 113; compared to its 52-week range of 39 to 94 into expected release of EPS today after the close. Call put ratio 1.9 calls to 1 put. Call put ratio 1.9 calls to 1 put with focus on November weekly 5 calls.

CBS (CBS) November weekly call option implied volatility is at 74, November is at 41; compared to its 52-week range of 21 to 42 into expected release of EPS on November 1.

EOG Resources (EOG) November weekly call option implied volatility is at 74, November is at 44; compared to its 52-week range of 19 to 41 into expected release of EPS on November 1. November 118 calls active.

Starbucks (SBUX) November weekly call option implied volatility is at 74, November is at 36; compared to its 52-week range of 14 to 31 into expected release of EPS after the bell on November 1.

American International (AIG) November weekly call option implied volatility is at 107, November is at 51; compared to its 52-week range of 15 to 58 into expected release of EPS after the market close on October 31. Call put ratio 1 call to 1.1 puts.

Zynga (ZNGA) November weekly call option implied volatility is at 146, November is at 72; compared to its 52-week range of 29 to 75 into expected release of EPS after the market close on October 31. Call put ratio 6.2 calls to 1 put with focus on November weekly 4 and 4.5 calls.

El Pollo Loco (LOCO) November call option implied volatility is at 58, December is at 48; compared to its 52-week range of 24 to 59 into expected release of EPS on November 1.

YRC Worldwide (YRCW) November call option implied volatility is at 94, December is at 75; compared to its 52-week range of 42 to 101 into expected release of EPS on November 1.

Cboe Global Markets (CBOE) November weekly call option implied volatility is at 51, November is at 32; compared to its 52-week range of 17 to 49 into expected release of EPS before the open on November 2.

Increasing unusual call option volume: DXC BLDR CPE JEC ACHC HPR AJRD MTOR ALKS SSW KEM QSR
Increasing unusual put option volume: NWSA MDR XYL NLSN GSK PAH CC GOGO YUMC CBL ABBV MS
Popular stocks with increasing unusual: NWSA GM KO CAT
Options with decreasing option implied volatility: LL TPR AKAM UAA SNE CHGG MA UA RHT AKAM BP MDLZ GE NOC PFE KORS
Active options: FB GE AAPL BAC AMZN AMD NFLX NWSA MSFT GM BABA NVDA MU CHK SQ TWTR KO INTC TSLA CAT